TG57 - 1¾% Treasury Gilt 2057
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £44.255 | Carry: | £0.178 |
|---|---|---|---|---|
| mark-to-model | £44.233 | Rolldown: | £-0.010 | |
| End Dirty Price: | mark-to-market | £46.238 | Variation: | £1.732 |
| mark-to-model | £46.140 | Unexplained: | £0.083 |